+24.5%
BX vs HRB
+25.9%
-1.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.4% |
| 7D | -5.6% | -8.0% | +2.4% | -4.2% |
| 30D | -12.2% | -16.0% | +3.7% | -9.6% |
| 3M | +7.4% | +26.9% | -19.5% | +2.3% |
| 6M | +22.2% | +51.1% | -29.0% | +11.5% |
| YTD | -14.0% | +7.1% | -21.1% | -14.2% |
| 1Y | -27.3% | -9.6% | -17.7% | -24.4% |
| 3Y | +24.5% | +25.4% | -0.9% | +8.6% |
| All | +24.5% | +25.9% | -1.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling